+154.4%
TRV vs AGI
+396.8%
-242.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.6% |
| 7D | -1.5% | -5.3% | +3.8% | -1.4% |
| 30D | -1.8% | +6.8% | -8.6% | -1.9% |
| 3M | +21.6% | +8.3% | +13.3% | +21.4% |
| 6M | +22.5% | -29.2% | +51.7% | +23.2% |
| YTD | +28.1% | -7.3% | +35.4% | +28.0% |
| 1Y | +37.0% | +8.0% | +29.0% | +36.1% |
| 3Y | +141.9% | +206.6% | -64.7% | +133.6% |
| All | +154.4% | +396.8% | -242.4% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling